+105.9%
CSCO vs AFRM
-55.6%
+161.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.9% | +4.2% | +1.5% |
| 7D | +6.6% | -5.5% | +12.1% | +7.1% |
| 30D | -11.3% | -15.5% | +4.1% | -10.2% |
| 3M | -17.3% | -10.3% | -7.0% | -16.8% |
| 6M | +3.5% | +0.6% | +2.9% | +2.9% |
| YTD | +34.9% | -11.5% | +46.4% | +34.8% |
| 1Y | +40.5% | -16.6% | +57.1% | +40.8% |
| 3Y | +109.3% | +193.5% | -84.3% | +82.4% |
| 5Y | +105.9% | -55.8% | +161.7% | +93.6% |
| All | +105.9% | -55.6% | +161.4% | +93.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AFRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling